Anic Equity¶

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Total return since start: 0.562 %¶

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Equity now: -----------------------------> 47708.26 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46313.3 Kr¶

PnL: ---------------------------------------> -575.27 Kr¶

DD now: ---------------------------------> -1.895 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 13:31:56.391765'

Anic Portfolio¶

Today¶

Return: -0.574 %¶

This Week¶

Return: -0.427 %¶

Total¶

Return: 56.185 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -1.300000 3166.800000 195.800000 6.590000 2971.000006
HEBA B 70 -2.340000 2772.000000 136.000000 5.160000 2636.000010
Corem Property Group B 59 -1.770000 621.860000 44.860000 7.770000 576.999999
MedCap 2 0.000000 465.000000 44.000000 10.450000 421.000000
AcadeMedia 12 -0.760000 597.840000 40.840000 7.330000 557.000004
HMS Networks 2 -0.840000 711.200000 38.200000 5.680000 673.000000
Resurs Holding 22 0.660000 607.640000 33.640000 5.860000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -2.270000 388.000000 33.000000 9.300000 355.000000
Boozt 12 -0.430000 1681.200000 27.200000 1.640000 1653.999996
FM Mattsson Mora Group B 50 -0.340000 2950.000000 23.000000 0.790000 2927.000000
Intrum 4 -0.440000 544.000000 17.000000 3.230000 527.000000
Swedbank A 3 2.030000 580.050000 16.050000 2.850000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 576.450000 14.450000 2.570000 562.000005
Securitas B 6 0.640000 583.680000 13.680000 2.400000 570.000000
Eastnine 4 -0.940000 504.000000 13.000000 2.650000 491.000000
SAAB B 8 -0.420000 3388.800000 11.800000 0.350000 3377.000000
OEM International B 7 -0.900000 539.700000 11.700000 2.220000 527.999997
Coor Service Management Hold. 8 -0.730000 542.800000 10.800000 2.030000 532.000000
Norva24 Group 16 -2.270000 552.000000 9.000000 1.660000 543.000000
Nordea Bank Abp 29 0.540000 3462.600000 8.600000 0.250000 3453.999992
Karnov Group 9 0.000000 541.800000 5.800000 1.080000 536.000004
Handelsbanken A 5 0.270000 547.500000 1.500000 0.270000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.770000 246.960000 0.960000 0.390000 246.000000
Creaspac SPAC 6 -0.310000 574.800000 -2.200000 -0.380000 577.000002
CTEK 13 -1.410000 529.100000 -4.900000 -0.920000 533.999999
Essity B 2 -0.780000 558.800000 -15.200000 -2.650000 574.000000
Midsona B 63 -0.440000 567.000000 -16.000000 -2.740000 582.999984
Essity A 4 -1.240000 1118.000000 -31.000000 -2.700000 1149.000000
International Petroleum Corp. 5 -2.000000 563.500000 -31.070000 -5.230000 594.565215
Sampo Oyj SDB 7 -1.000000 3804.500000 -45.500000 -1.180000 3850.000000
Vivesto 1368 -2.530000 537.620000 -75.380000 -12.300000 612.999432
Axfood 13 -0.820000 3630.900000 -125.100000 -3.330000 3756.000001
Fasadgruppen Group 35 2.100000 3570.000000 -241.000000 -6.320000 3810.999990
OX2 18 -1.250000 1422.000000 -242.000000 -14.540000 1663.999992
Ovzon 52 -1.610000 2865.200000 -496.800000 -14.780000 3361.999992
TOTAL 46313.300000 -575.270000 -1.89519% 46888.564618

Updated:¶

'2023-01-24 13:32:09.188792'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶